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R-distribution Distribution

docs/tutorial:stats:continuous_rdist

A general-purpose distribution with a variety of shapes controlled by one shape parameter $c > 0.$ The support of the standard distribution is $x \in [- 1, 1]$ .

μ_{n}^{'} = \frac{( 1 + ( - 1 ) ^{n} )}{2} B (\frac{n + 1}{2}, \frac{c}{2})

The R-distribution with parameter $n$ is the distribution of the correlation coefficient of a random sample of size $n$ drawn from a bivariate normal distribution with $ρ = 0.$ The mean of the standard distribution is always zero and as the sample size grows, the distribution's mass concentrates more closely about this mean.

Implementation: scipy.stats.rdist